+262.1%
APH vs BR
+13.3%
+248.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.8% | +5.9% | +4.1% |
| 7D | -5.9% | +6.5% | -12.4% | -6.1% |
| 30D | -14.8% | +18.9% | -33.7% | -15.5% |
| 3M | -12.4% | +16.3% | -28.7% | -13.2% |
| 6M | +8.1% | +26.2% | -18.1% | +6.1% |
| YTD | +10.9% | -13.1% | +24.0% | +20.0% |
| 1Y | +8.8% | -10.5% | +19.2% | +16.0% |
| 3Y | +262.1% | +13.3% | +248.7% | +240.8% |
| All | +262.1% | +13.3% | +248.8% | +240.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling